SQL Select Statement For Calculating A Running Average Column

Question

I am trying to have a running average column in the SELECT statement based on a column from the n previous rows in the same SELECT statement. The average I need is based on

Answer 1

A simple self join would seem to perform much better than a row referencing subquery

Generate 10k rows of test data:

drop table test10k
create table test10k (Id int, Number int, constraint test10k_cpk primary key clustered (id))

;WITH digits AS (
    SELECT 0 as Number
    UNION SELECT 1
    UNION SELECT 2
    UNION SELECT 3
    UNION SELECT 4
    UNION SELECT 5
    UNION SELECT 6
    UNION SELECT 7
    UNION SELECT 8
    UNION SELECT 9
)
,numbers as (
    SELECT 
        (thousands.Number * 1000) 
        + (hundreds.Number * 100) 
        + (tens.Number * 10) 
        + ones.Number AS Number
    FROM digits AS ones 
    CROSS JOIN digits AS tens
    CROSS JOIN digits AS hundreds
    CROSS JOIN digits AS thousands
)
insert test10k (Id, Number)
select Number, Number
from numbers 

I would pull the special case of the first 3 rows out of the main query, you can UNION ALL those back in if you really want it in the row set. Self join query:

;WITH   NumberedRows
AS
(
    SELECT  rta.*, row_number() OVER (ORDER BY rta.ID ASC) AS RowNumber
    FROM    test10k rta
)

SELECT  nr.ID, nr.Number,
    avg(trailing.Number) as MovingAverage
FROM    NumberedRows nr
    join NumberedRows as trailing on trailing.RowNumber between nr.RowNumber-3 and nr.RowNumber-1
where nr.Number > 3
group by nr.id, nr.Number

On my machine this takes about 10 seconds, the subquery approach that Aaron Alton demonstrated takes about 45 seconds (after I changed it to reflect my test source table) :

;WITH   NumberedRows
AS
(
    SELECT  rta.*, row_number() OVER (ORDER BY rta.ID ASC) AS RowNumber
    FROM    test10k rta
)
SELECT  nr.ID, nr.Number,
    CASE
            WHEN nr.RowNumber <=3 THEN NULL
            ELSE (  SELECT  avg(Number) 
                            FROM    NumberedRows 
                            WHERE   RowNumber < nr.RowNumber
                            AND             RowNumber >= nr.RowNumber - 3
                    )
    END AS MovingAverage
FROM    NumberedRows nr

If you do a SET STATISTICS PROFILE ON, you can see the self join has 10k executes on the table spool. The subquery has 10k executes on the filter, aggregate, and other steps.